+3,151.5%
STX vs MTSI
+896.6%
+2,254.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -18.4% | +2.1% | -10.7% |
| 7D | -33.4% | -24.6% | -8.8% | -27.2% |
| 30D | -42.1% | -45.7% | +3.6% | -30.5% |
| 3M | -44.3% | -27.7% | -16.5% | -39.0% |
| 6M | -39.4% | -37.3% | -2.1% | -30.7% |
| YTD | +70.0% | +11.1% | +58.8% | +66.8% |
| 1Y | +70.2% | +27.2% | +43.0% | +61.2% |
| 3Y | +585.2% | +153.7% | +431.5% | +435.2% |
| 5Y | +455.7% | +159.0% | +296.7% | +326.4% |
| 10Y | +2,007.9% | +405.6% | +1,602.3% | +1,113.2% |
| All | +3,151.5% | +896.6% | +2,254.9% | +1,578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling